The Lab



Requirements: Java 8+


Changelog

1.1.3 Mar 16 2020

  • [FIXED] Samples now correctly start nextExpectedSequenceNumber at 0 instead of 1.
  • [FIXED] mfproto-trading SBE Schema change: deprecated ResendRequest message. Added a new ExecType enum value 'Restated'.

1.1.2 May 8 2018

  • [FIXED] When an IOException was thrown during a send operation the next time that same message send was called after reconnection, using the same thread, it would cause an IllegalArgumentException

1.1.1 May 18 2017

  • [FIXED] Issue with SBE stream read frame issue on reconnect

1.0.20 April 29 2017

  • [UPDATED] mfproto-stp_booking and Java api are changed. Adding OrderCancelReplaceRequest. Current version is mfproto-stp_booking-3.xml

1.0.19 April 7 2017

  • [UPDATED] mfproto-stp_booking is changed. OrdRejReason has more values. Current version is mfproto-stp_booking-2.xml

1.0.18 March 16 2017

  • [UPDATED] Added MFSampleOrderBasedStpBookingApp

1.0.17 March 15 2017

  • [UPDATED] Added OrderID to all STPBooking messages
  • [FIXED] Made STPBooking OrderIDs a String instead of a number
  • [UPDATED] Created the following new STP Booking messages: ExecutionReport, OrderCancelRequest, OrderCancelReject, NewOrderSingle and added an "OrderID" field to the TradeCaptureReport messages.
  • [UPDATED] Removed object creation from the StrategyParameter setting when submitting an order
  • [UPDATED] Removed ConfirmationRequest message from the STPBooking Session
  • [UPDATED] Garbage reduction: removed all garbage created by the NIO selector and cleaned up some unnecessary iterator creation
  • [UPDATED] Added Confirmation messages to the STPBooking Session

1.0.12 Nov 23 2016

  • [UPDATED] Improved the Historic Tick Streamer so it streams faster and backs off if the client consumes slowly
  • [FIXED] Fixed issue with rounding on some decimal prices converting to mantissa format

1.0.11 Nov 3 2016

  • [UPDATED] Removal of unnecessary Tenor field in STPBooking message.

1.0.10 Nov 2 2016

  • [UPDATED] Combining of Forward and Spot messages and addition of additional fields needed for booking.

1.0.9 Oct 14 2016

  • [UPDATED] Added SecurityDefinition requests to StpBooking.
  • [FIXED] Fixed issue with zero-length client strings in the TradeCapture Reports

1.0.8 Sept 29 2016

  • [UPDATED] Additional reject reason for rejects due to credit checking on the TradeCaptureReportAck.
  • [UPDATED] Additional Field on TradeCapture reports for the exec type. To use this, you send in the initial TradeCaptureReport with ExecType.AllocateCredit, for which we will send a TradeCaptureAck with TrdReportStatus either Accepted or rejected. Then, you send an additional TradeCaptureReport as either ExecType Trade (if you want to report it as filled), or Canceled (if you want to cancel the allocation), for which you will receive an additional TradeCaptureReportAck as either accepted or rejected.

1.0.7 Sept 20 2016

  • [UPDATED] Error callback for when the PriceDepthBook encounters an error. The system will automatically unsubscribe for the failed security and allow the user to take action afterwards.
  • [FIXED] Fixed an issue handling quote-type streams (from banks) in the PriceDepthBook add-on.

1.0.6 Sept 19 2016

  • [ADDED] STP booking API implementation
  • [FIXED] Fix to the bank feed quote processing.

1.0.5 Sept 12 2016

  • [ADDED] Added the Trade Date Service
  • [FIXED] Fix to the bank feed quote processing.

  File Modified
ZIP Archive MFAPI-SBE-Java-1.1.3.tgz Mar 16, 2020 by Rob Purdy


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